Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-08-10 0.503561 0.564821 0.634480 0.720418 0.824813 0.949165 1.111064
2025-08-17 0.410219 0.480308 0.565505 0.678950 0.829716 1.028977 1.323080
2025-08-24 0.359386 0.434117 0.529562 0.664384 0.857129 1.135723 1.597660
2025-08-31 0.340352 0.423460 0.534793 0.701631 0.959073 1.369916 2.152745
2025-09-07 0.312889 0.397323 0.514282 0.697205 0.996164 1.512237 2.619914
2025-09-14 0.288443 0.372207 0.491365 0.684328 1.015279 1.627272 3.096089
2025-09-21 0.270214 0.353818 0.475693 0.679608 1.046004 1.772010 3.736832
2025-09-28 0.252352 0.334226 0.455901 0.664886 1.055038 1.875062 4.351462
2025-10-05 0.248719 0.335177 0.467518 0.704328 1.174515 2.265952 6.300963
2025-10-12 0.250183 0.343779 0.491935 0.770026 1.365047 2.935991 10.804800
2025-10-19 0.237352 0.328976 0.476209 0.758677 1.384775 3.147443 13.659146
2025-10-26 0.227579 0.318309 0.466444 0.757389 1.427714 3.458291 18.596197
2025-11-02 0.213141 0.299947 0.443213 0.729157 1.406019 3.568182 22.905777
2025-11-09 0.198048 0.279680 0.415236 0.688307 1.344942 3.509920 25.306735
2025-11-16 0.188294 0.267624 0.400872 0.673978 1.350586 3.723230 34.605962
2025-11-23 0.186857 0.269197 0.410880 0.712271 1.509779 4.740506 99.101445
2025-11-30 0.179779 0.260775 0.401870 0.707841 1.546385 5.233961 222.593920
2025-12-07 0.172190 0.251042 0.389673 0.694710 1.553593 5.588168 566.317124
2025-12-14 0.166204 0.243743 0.381526 0.689899 1.586520 6.157468 6309.185014
2025-12-21 0.159466 0.234789 0.369603 0.674852 1.582372 6.490241 NaN
2025-12-28 0.159360 0.237428 0.380221 0.715189 1.782998 8.830111 NaN
2026-01-04 0.161645 0.244439 0.400098 0.782431 2.122601 14.228398 NaN
2026-01-11 0.156146 0.237020 0.390148 0.770811 2.139846 15.747501 NaN